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Mehler's Hermite Polynomial Formula


Mehler's Hermite polynomial formula is the bilinear generating function

 sum_(n=0)^infty(H_n(x)H_n(y))/(n!)(1/2w)^n=(1-w^2)^(-1/2)exp[(2xyw-(x^2+y^2)w^2)/(1-w^2)],
(1)

where H_n(x) is a Hermite polynomial and |w|<1 (Watson 1933; Erdélyi 1938; Szegö 1975, p. 380). The generating function

 sum_(n=0)^infty(H_n(x))/(|_n/2_|!)w^n=(1+2xw+4w^2)/((1+4w^2)^(3/2))exp((4x^2w^2)/(1+4w^2)),
(2)

where |_x_| is the floor function, can be derived from this equation (Doetsch 1930; Szegö 1975, p. 380). The more straightforward sum with |_n/2_| replaced by n in the denominator is given by

 sum_(n=0)^infty(H_n(x))/(n!)w^n=e^(-w^2+2wx).
(3)

A generalization with shifted Hermite polynomial indices uses the function S(x,y;w) defined by either side of Mehler's formula. For nonnegative integers m and n, real numbers x and y, and -1<w<1, put h=1-w^2, X=(x-wy)/sqrt(h), and Y=(y-wx)/sqrt(h). Then

sum_(k=0)^(infty)(w^kH_(k+m)(x)H_(k+n)(y))/(2^kk!)=(S(x,y;w))/(h^((m+n)/2))sum_(j=0)^(min(m,n))(2w)^jj!(m; j)(n; j)H_(m-j)(X)H_(n-j)(Y).
(4)

Related generalizations are discussed by Tapia-Valerdi et al. (2024). The identity follows by comparing coefficients of u^mv^n/(m!n!) in

 e^(2xu-u^2+2yv-v^2)S(x-u,y-v;w)=S(x,y;w)exp[(2(x-wy)u+2(y-wx)v-u^2-v^2+2wuv)/h],
(5)

using the exponential generating function of the Hermite polynomials. The case m=n=0 recovers Mehler's formula.


See also

Hermite Polynomial

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References

Almqvist, G. and Zeilberger, D. "The Method of Differentiating under the Integral Sign." J. Symb. Comput. 10, 571-591, 1990.Doetsch, G. "Integralgleichenschaften der Hermiteschen Polynome." Math. Z. 32, 587-599, 1930.Erdélyi, A. "Über eine erzeugende Funktion von Produkten Hermitescher Polynome." Math. Z. 44, 201-211, 1938.Foata, D. "A Combinatorial Proof of the Mehler Formula." J. Comb. Th. Ser. A 24, 250-259, 1978.Petkovšek, M.; Wilf, H. S.; and Zeilberger, D. A=B. Wellesley, MA: A K Peters, pp. 194-195, 1996. https://www2.math.upenn.edu/~wilf/AeqB.html.Rainville, E. D. Special Functions. New York: Chelsea, p. 198, 1971.Szegö, G. Orthogonal Polynomials, 4th ed. Providence, RI: Amer. Math. Soc., p. 380, 1975.Tapia-Valerdi, M. A.; Ramos-Prieto, I.; Soto-Eguibar, F.; and Moya-Cessa, H. M. "Generalization of the Mehler's Formula." Appl. Math. Inf. Sci. 18, 463-471, 2024. https://doi.org/10.18576/amis/180220.Watson, G. N. "Notes on Generating Functions of Polynomials: (2) Hermite Polynomials." J. London Math. Soc. 8, 194-199, 1933.

Referenced on Wolfram|Alpha

Mehler's Hermite Polynomial Formula

Cite this as:

Weisstein, Eric W. "Mehler's Hermite Polynomial Formula." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/MehlersHermitePolynomialFormula.html

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